-2.5%
IBM vs COF
+0.3%
-2.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | +1.8% | -2.1% | -1.0% |
| 30D | +0.3% | -0.6% | +0.8% | +0.4% |
| 3M | -21.6% | +20.3% | -41.9% | -27.6% |
| 6M | -4.7% | +13.0% | -17.7% | -9.4% |
| YTD | -19.1% | -8.3% | -10.8% | -17.3% |
| 1Y | -2.5% | -1.5% | -1.0% | -4.9% |
| All | -2.5% | +0.3% | -2.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling